0.55Open1.02Pre Close8 Volume56 Open Interest120.00Strike Price407.00Turnover28.78%IV3.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.1592Delta0.0517Gamma311.05Leverage Ratio-0.0884Theta-0.0032Rho-49.52Eff Leverage0.0396Vega